Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models (Q1994259)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models |
scientific article; zbMATH DE number 6970203
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models |
scientific article; zbMATH DE number 6970203 |
Statements
Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models (English)
0 references
1 November 2018
0 references
stochastic differential games
0 references
delayed information
0 references
Itô-Lévy processes
0 references
Stackelberg equilibria
0 references
newsvendor models
0 references
optimal control of forward-backward stochastic differential equations
0 references
0 references
0 references
0 references
0 references
0 references
0 references